#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Models.Shortrate;
using Cephei.QL.Termstructures;
using Cephei.QL;
namespace Cephei.QL.Pricingengines.Swaption
{
    /// <summary> 
	/// ! \ingroup swaptionengines  \warning The engine assumes that the exercise date equals the start date of the passed swap.
	/// </summary>
    [Guid ("19B3D9EC-B0EB-4322-9DC1-231F79643A95"),ComVisible(true)]
	public interface IJamshidianSwaptionEngine : Cephei.QL.IPricingEngine
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 IJamshidianSwaptionEngine Calculate {get;}
    }   

    /// <summary> 
	/// ! \ingroup swaptionengines  \warning The engine assumes that the exercise date equals the start date of the passed swap. Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IJamshidianSwaptionEngine_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IJamshidianSwaptionEngine Create (Cephei.QL.Models.Shortrate.IOneFactorAffineModel model, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Termstructures.IYieldTermStructure> termStructure);
    }
}

